Titlebook: Interne Notfallmedizin; Programmierter Leitf G. Junge-Hülsing,M. Hüdepohl,E. Ulhaas Book 1973Latest edition Springer-Verlag Berlin Heidelbe

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Mercurial

I. Lambrechtll such models can be classified into two categories: (a) models which characterize the macroscopic dynamics of financial prices using time-series methods, and (b) models which mimic the microscopic behavior of the trader population in order to capture the general macroscopic behavior of prices. Rec

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locus-ceruleus

H. Geyeraper. We use daily closing prices for the period 1996–2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be similar to that of developed markets, such as the New York

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H. Geyerls of the specific markets being considered. While some of these “stylized facts”, such as the inverse cubic law distribution of price returns indeed seem to be universal, there is less consensus about other phenomena. In particular, there has been a long-running debate in the literature about wheth

大漩涡

H. Geyerions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted f

GRATE

K. E. Windhagen,K. Funkels of the specific markets being considered. While some of these “stylized facts”, such as the inverse cubic law distribution of price returns indeed seem to be universal, there is less consensus about other phenomena. In particular, there has been a long-running debate in the literature about wheth

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anthropologist

M. Ch. Schillerber of factors as well as information related thereto, and how quickly and effectively the price of a stock assimilates all such information decides the efficiency of the stock market. Instead of individual stocks, people often study the behaviour of stock indices to get a feel of the market as a wh

Arresting

J. Schreibereconomists and physicists made efforts in research on heterogeneous agent models for financial markets. Minority game (MG) proposed by D. Challet, and Y. C. Zhang [.] is an example among such efforts. Challet and Zhang’s MG model, together with the original bar model of Arthur, attracts a lot of fol